+167.2%
IONQ vs LPLA
+29.3%
+137.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -7.8% |
| 7D | +16.8% | -2.8% | +19.5% | +18.6% |
| 30D | -11.1% | -10.2% | -1.0% | -6.5% |
| 3M | -31.7% | -22.3% | -9.5% | -22.2% |
| 6M | -44.8% | -0.5% | -44.3% | -47.1% |
| YTD | -31.2% | -17.9% | -13.4% | -24.7% |
| 1Y | -39.1% | -22.0% | -17.1% | -30.7% |
| All | +167.2% | +29.3% | +137.9% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling